Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
1,206.1 |
1,202.7 |
-3.4 |
-0.3% |
1,200.0 |
High |
1,208.1 |
1,209.0 |
0.9 |
0.1% |
1,221.0 |
Low |
1,200.7 |
1,197.9 |
-2.8 |
-0.2% |
1,193.9 |
Close |
1,202.8 |
1,198.1 |
-4.7 |
-0.4% |
1,214.7 |
Range |
7.4 |
11.1 |
3.7 |
50.0% |
27.1 |
ATR |
15.7 |
15.4 |
-0.3 |
-2.1% |
0.0 |
Volume |
4,123 |
1,551 |
-2,572 |
-62.4% |
7,880 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.0 |
1,227.6 |
1,204.2 |
|
R3 |
1,223.9 |
1,216.5 |
1,201.2 |
|
R2 |
1,212.8 |
1,212.8 |
1,200.1 |
|
R1 |
1,205.4 |
1,205.4 |
1,199.1 |
1,203.6 |
PP |
1,201.7 |
1,201.7 |
1,201.7 |
1,200.7 |
S1 |
1,194.3 |
1,194.3 |
1,197.1 |
1,192.5 |
S2 |
1,190.6 |
1,190.6 |
1,196.1 |
|
S3 |
1,179.5 |
1,183.2 |
1,195.0 |
|
S4 |
1,168.4 |
1,172.1 |
1,192.0 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.2 |
1,280.0 |
1,229.6 |
|
R3 |
1,264.1 |
1,252.9 |
1,222.2 |
|
R2 |
1,237.0 |
1,237.0 |
1,219.7 |
|
R1 |
1,225.8 |
1,225.8 |
1,217.2 |
1,231.4 |
PP |
1,209.9 |
1,209.9 |
1,209.9 |
1,212.7 |
S1 |
1,198.7 |
1,198.7 |
1,212.2 |
1,204.3 |
S2 |
1,182.8 |
1,182.8 |
1,209.7 |
|
S3 |
1,155.7 |
1,171.6 |
1,207.2 |
|
S4 |
1,128.6 |
1,144.5 |
1,199.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,224.0 |
1,197.9 |
26.1 |
2.2% |
12.9 |
1.1% |
1% |
False |
True |
2,276 |
10 |
1,224.0 |
1,193.9 |
30.1 |
2.5% |
12.5 |
1.0% |
14% |
False |
False |
1,939 |
20 |
1,275.7 |
1,193.9 |
81.8 |
6.8% |
14.1 |
1.2% |
5% |
False |
False |
1,620 |
40 |
1,309.0 |
1,193.9 |
115.1 |
9.6% |
15.8 |
1.3% |
4% |
False |
False |
1,483 |
60 |
1,309.0 |
1,173.6 |
135.4 |
11.3% |
14.8 |
1.2% |
18% |
False |
False |
1,200 |
80 |
1,309.0 |
1,135.3 |
173.7 |
14.5% |
15.0 |
1.3% |
36% |
False |
False |
1,053 |
100 |
1,309.0 |
1,135.3 |
173.7 |
14.5% |
13.4 |
1.1% |
36% |
False |
False |
887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.2 |
2.618 |
1,238.1 |
1.618 |
1,227.0 |
1.000 |
1,220.1 |
0.618 |
1,215.9 |
HIGH |
1,209.0 |
0.618 |
1,204.8 |
0.500 |
1,203.5 |
0.382 |
1,202.1 |
LOW |
1,197.9 |
0.618 |
1,191.0 |
1.000 |
1,186.8 |
1.618 |
1,179.9 |
2.618 |
1,168.8 |
4.250 |
1,150.7 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
1,203.5 |
1,206.8 |
PP |
1,201.7 |
1,203.9 |
S1 |
1,199.9 |
1,201.0 |
|